-32.9%
LII vs BIDU
-15.6%
-17.4%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BIDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -7.0% | +5.6% | -0.7% |
| 7D | +2.1% | -2.4% | +4.5% | +2.3% |
| 30D | -12.4% | -15.6% | +3.2% | -11.1% |
| 3M | -24.8% | -22.3% | -2.5% | -23.0% |
| 6M | -25.2% | -22.3% | -2.9% | -23.6% |
| YTD | -20.3% | -29.2% | +8.9% | -18.8% |
| 1Y | -32.9% | -14.8% | -18.1% | -31.1% |
| All | -32.9% | -15.6% | -17.4% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BIDU.
Daily Out/Under-Performance
Portfolio return minus BIDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BIDU return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded BIDU wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling